The Blues were level at 2-2 by half-time and had a man advantage after Patrick Dorgu’s red card for a high tackle on Omari Hutchinson.
But they conceded another set-piece goal just two minutes after the break, with Harry Maguire heading in, and failed to respond.
“No doubt about it,” McKenna stated post-game.
“Certainly a very frustrating outcome to the game and we’re really annoyed with the goals that we conceded.
“In the first half with the two set plays. I think the first one is a really good ball, we’re not sure it’s a free-kick, but it’s a good ball. The second one, there’s a block at the back post but we need to defend it better.
“We went from a really good start and a good position in the game to a difficult position. Of course, we go in at half-time in a good position with the red card and the goal just before half-time.
“But we’ve managed and played the second half really poorly. A big priority in the dressing room at half-time was not to concede. We were in the situation (the same as United) two weeks ago against Aston Villa, so we know what the mindset of the opponent is, you know that they’re waiting for an opportunity and they’ll feel like there’s a goal in it for them.
“And tonight the goal was always going to come from a set play. We weren’t able to deal with United’s physicality and strength in the penalty box.
“So not giving away the set play and then defending it with everything we had was going to be key in the second half when it came, and we didn’t do that within a minute of the restart.
“And that gives the stadium all the energy it needs, gives the opposition all the energy they need and I think in the second half they showed their experience, showed their quality.
“They were stronger than us at both ends of the pitch. They still had three big, high quality centre-halves to defend their goal. Their two centre-forwards were stronger than us on long balls and we weren’t able to get any foothold in the game.
“We didn’t manage the situation well in the second half. We did everything that we didn’t want to do and you don’t want to do in that situation. We gave away free-kicks, we gave the crowd energy by getting involved in silly things. We lost our shape and we didn’t defend the moments that they had anywhere near well enough. It’s a really poor second half from us and a frustrating night.”